Theory and Applications of Stochastic Processes : An Analytical Approach
This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differenti...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2010. |
| Edice: | Applied Mathematical Sciences
170 |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Theory and applications of stochastic processes, an analytical approach, Zeev Schuss, 2009, New York, Springer, 1 vol. (xvii-468 p.), Applied mathematical sciences, 978-1-441-91604-4 • Theory and Applications of Stochastic Processes, Texte imprimé, 9781441916150 • Theory and Applications of Stochastic Processes, Texte imprimé, 9781461425427 • Theory and applications of stochastic processes, an analytical approach, Zeev Schuss, 2009, New York, Springer, 1 vol. (xvii-468 p.), Applied mathematical sciences, 978-1-441-91604-4 |
Obsah:
- The Physical Brownian Motion: Diffusion And Noise The Probability Space of Brownian Motion It#x00F4; Integration and Calculus Stochastic Differential Equations The Discrete Approach and Boundary Behavior The First Passage Time of Diffusions Markov Processes and their Diffusion Approximations Diffusion Approximations to Langevin#x2019;s Equation Large Deviations of Markovian Jump Processes Noise-Induced Escape From an Attractor Stochastic Stability